This week's Statistics Seminar Speaker will be Zongming Ma from the University of Pennsylvania.
Adaptive Confidence Bands for Nonparametric Regression Functions
We consider the problem of constructing confidence bands for a collection of Holder function classes. It is well known that though there exist estimators that adapt to the unknown smoothness of the underlying function, honest adaptive confidence band does not exist. In this talk, we propose a relaxation of the usual definition of coverage, and show that there exists a new confidence band procedure that can adapt to a limited collection of Holder classes under this new notion of coverage. This is a joint work with Tony Cai and Mark Low.
Refreshments will be served after the seminar in 1181 Comstock Hall.